Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MARTIN MARIETTA MATERIALS, INC.SAVINGS and INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 21.74% | -0.79% | 5.54% | 5.07% | 5.47% | 5.96% | 5.82% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MARTIN MARIETTA MATERIALS, INC.SAVINGS and INVESTMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.90 | 21.74 | -0.79 | 5.54 | 5.07 | 5.47 | 5.96 | 5.82 | NA | 5.40 | 16.57 | -20.59 | 6.00 | 22.87 | 8.99 | -2.07 | 13.59 | 4.01 | -1.68 | 1.62 | 15.81 | 6.79 | -1.51 | 6.61 | 16.79 | -5.08 | 9.41 | 12.42 | 5.02 | 5.74 | 14.47 | -4.01 | 2.87 |
| Sharpe Ratio | NA | 0.05 | -0.36 | 0.25 | 0.36 | NA | NA | 0.56 | 0.06 | -0.11 | 1.32 | -1.79 | 0.58 | 2.76 | 1.35 | -0.44 | 2.19 | 0.76 | -0.31 | 0.29 | 2.22 | 1.19 | -0.19 | 0.63 | 2.22 | -1.42 | 0.67 | 1.24 | 0.51 | 0.68 | 2.82 | -1.10 | 0.16 |
| Standard Deviation(%) | NA | 10.46 | 10.81 | 10.26 | 8.41 | NA | NA | 7.52 | 10.37 | 10.52 | 9.36 | 12.29 | 10.29 | 8.22 | 5.62 | 7.67 | 5.92 | 5.01 | 5.50 | 5.54 | 7.10 | 5.66 | 8.31 | 10.30 | 7.53 | 4.22 | 9.62 | 7.38 | 5.61 | 7.02 | 4.88 | 4.63 | 3.60 |
| Draw Down(%) | NA | 8.84 | 20.04 | 24.39 | 24.39 | NA | NA | 24.39 | 0.82 | 8.84 | 8.52 | 21.56 | 6.53 | 7.95 | 3.73 | 8.94 | 4.21 | 3.75 | 5.68 | 5.20 | 4.35 | 5.16 | 8.11 | 9.43 | 3.64 | 6.90 | 6.50 | 8.57 | 4.11 | 6.85 | 2.43 | 7.45 | 3.96 |
| Yield(%) | NA | 3.00 | 4.35 | 4.14 | 3.01 | NA | NA | 3.61 | NA | 0.75 | 2.67 | 2.68 | 6.82 | 6.17 | 2.27 | 3.81 | 0.13 | 2.88 | 1.12 | 1.18 | 4.84 | 3.76 | 4.64 | 4.00 | 4.63 | 3.40 | 5.90 | 5.11 | 3.52 | 2.62 | 2.94 | 0.72 | 6.48 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MARTIN MARIETTA MATERIALS, INC.SAVINGS and INVESTMENT PLAN Tactical Asset Allocation Moderate |
-1.66%
Apr 2021 - Apr 2024 |
2.00%
Dec 2017 - Dec 2022 |
3.37%
Oct 2013 - Oct 2023 |
4.28%
Dec 2007 - Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MARTIN MARIETTA MATERIALS, INC.SAVINGS and INVESTMENT PLAN Tactical Asset Allocation Moderate |
12.39%
Dec 2018 - Dec 2021 |
10.00%
Oct 2002 - Oct 2007 |
7.60%
Oct 2011 - Oct 2021 |
7.14%
Aug 2006 - Aug 2021 |
Annualized Rolling Returns Comparison Chart